You should take a philosophy course while you're at the university. I didn't
while I was in college, but developed an interest in graduate school. So
I had to use my own time to read (it's always easier to do this when it's
required for a course). Most of what I read is probably not considered
"real" philosophy, but rather, discuss the "right way to
live."

The book that first got my interest was Gibran's
The Prophet, which is rather modern (1923). I think the book is
amazing--it makes the reader feel good. After I read The Prophet,
I read Boethius' The Consolation of Philosophy, which I found particularly
interesting because it dealt with role of wealth in happiness. The book is
a story about an individual who is upset because he has lost his wealth and
fame. He is consoled by "philosophy," who explains that wealth really has
nothing to do with happiness. (The argument is very convincing to me.) I
remember that I was initially shocked by the book because it alleged that
all events were predetermined. While I could easily believe that events are
not simply random, I found the predetermination idea a bit difficult to swallow.
I wish I had read this book ten years earlier. I would have chosen a different
undergraduate major (other than accounting). At the time, I was only interested
in choosing a major for which there were plentiful jobs. Don't make the same
mistake!

The Stoic philosophers are interesting, I think, although some experts classify
stoic philosophy as "cold and indifferent." But these writers explain what they believe makes an individual happy. Beyond
that, they explain how to achieve that happiness, and how to avoid situations
and mindsets that detract from that happiness. Seneca, for example, writes
that he lived each day as if it was his last, "not planning even a day in
advance." Happiness for them, though, may just be avoiding misery.